42,840 research outputs found

    Hierarchical Schur complement preconditioner for the stochastic Galerkin finite element methods

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    Use of the stochastic Galerkin finite element methods leads to large systems of linear equations obtained by the discretization of tensor product solution spaces along their spatial and stochastic dimensions. These systems are typically solved iteratively by a Krylov subspace method. We propose a preconditioner which takes an advantage of the recursive hierarchy in the structure of the global matrices. In particular, the matrices posses a recursive hierarchical two-by-two structure, with one of the submatrices block diagonal. Each one of the diagonal blocks in this submatrix is closely related to the deterministic mean-value problem, and the action of its inverse is in the implementation approximated by inner loops of Krylov iterations. Thus our hierarchical Schur complement preconditioner combines, on each level in the approximation of the hierarchical structure of the global matrix, the idea of Schur complement with loops for a number of mutually independent inner Krylov iterations, and several matrix-vector multiplications for the off-diagonal blocks. Neither the global matrix, nor the matrix of the preconditioner need to be formed explicitly. The ingredients include only the number of stiffness matrices from the truncated Karhunen-Lo\`{e}ve expansion and a good preconditioned for the mean-value deterministic problem. We provide a condition number bound for a model elliptic problem and the performance of the method is illustrated by numerical experiments.Comment: 15 pages, 2 figures, 9 tables, (updated numerical experiments

    On the initial estimate of interface forces in FETI methods

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    The Balanced Domain Decomposition (BDD) method and the Finite Element Tearing and Interconnecting (FETI) method are two commonly used non-overlapping domain decomposition methods. Due to strong theoretical and numerical similarities, these two methods are generally considered as being equivalently efficient. However, for some particular cases, such as for structures with strong heterogeneities, FETI requires a large number of iterations to compute the solution compared to BDD. In this paper, the origin of the bad efficiency of FETI in these particular cases is traced back to poor initial estimates of the interface stresses. To improve the estimation of interface forces a novel strategy for splitting interface forces between neighboring substructures is proposed. The additional computational cost incurred is not significant. This yields a new initialization for the FETI method and restores numerical efficiency which makes FETI comparable to BDD even for problems where FETI was performing poorly. Various simple test problems are presented to discuss the efficiency of the proposed strategy and to illustrate the so-obtained numerical equivalence between the BDD and FETI solvers
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